FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 24-Aug-2009
Day Change Summary
Previous Current
21-Aug-2009 24-Aug-2009 Change Change % Previous Week
Open 4,732.5 4,890.0 157.5 3.3% 4,679.0
High 4,868.0 4,909.0 41.0 0.8% 4,868.0
Low 4,728.0 4,849.5 121.5 2.6% 4,594.0
Close 4,840.5 4,887.5 47.0 1.0% 4,840.5
Range 140.0 59.5 -80.5 -57.5% 274.0
ATR 89.0 87.5 -1.5 -1.6% 0.0
Volume 106,399 153,968 47,569 44.7% 523,606
Daily Pivots for day following 24-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,060.5 5,033.5 4,920.0
R3 5,001.0 4,974.0 4,904.0
R2 4,941.5 4,941.5 4,898.5
R1 4,914.5 4,914.5 4,893.0 4,898.0
PP 4,882.0 4,882.0 4,882.0 4,874.0
S1 4,855.0 4,855.0 4,882.0 4,839.0
S2 4,822.5 4,822.5 4,876.5
S3 4,763.0 4,795.5 4,871.0
S4 4,703.5 4,736.0 4,855.0
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 5,589.5 5,489.0 4,991.0
R3 5,315.5 5,215.0 4,916.0
R2 5,041.5 5,041.5 4,890.5
R1 4,941.0 4,941.0 4,865.5 4,991.0
PP 4,767.5 4,767.5 4,767.5 4,792.5
S1 4,667.0 4,667.0 4,815.5 4,717.0
S2 4,493.5 4,493.5 4,790.5
S3 4,219.5 4,393.0 4,765.0
S4 3,945.5 4,119.0 4,690.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,909.0 4,622.0 287.0 5.9% 79.5 1.6% 93% True False 115,372
10 4,909.0 4,594.0 315.0 6.4% 86.0 1.8% 93% True False 107,394
20 4,909.0 4,484.0 425.0 8.7% 83.0 1.7% 95% True False 105,782
40 4,909.0 4,060.5 848.5 17.4% 81.5 1.7% 97% True False 99,557
60 4,909.0 4,060.5 848.5 17.4% 81.5 1.7% 97% True False 88,943
80 4,909.0 4,060.5 848.5 17.4% 81.0 1.7% 97% True False 66,755
100 4,909.0 3,760.0 1,149.0 23.5% 83.0 1.7% 98% True False 53,426
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,162.0
2.618 5,065.0
1.618 5,005.5
1.000 4,968.5
0.618 4,946.0
HIGH 4,909.0
0.618 4,886.5
0.500 4,879.0
0.382 4,872.0
LOW 4,849.5
0.618 4,812.5
1.000 4,790.0
1.618 4,753.0
2.618 4,693.5
4.250 4,596.5
Fisher Pivots for day following 24-Aug-2009
Pivot 1 day 3 day
R1 4,885.0 4,864.0
PP 4,882.0 4,840.0
S1 4,879.0 4,816.5

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These figures are updated between 7pm and 10pm EST after a trading day.

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